Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 91875.27 >4 Yr <= 5 Yr 11578.20 30-90 Days S-5-Q 3548.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 39058.54 >4 Yr <= 5 Yr 2715.93 Open S-6-Q 1213.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 9469.15 >4 Yr <= 5 Yr 1307.94 30-90 Days S-7-Q 1023.09 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 74461.68 >4 Yr <= 5 Yr 4818.29 <30 Days E-1-Q 4417.70 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 105626.94 >4 Yr <= 5 Yr 12605.42 Open E-2-Q 2624.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 50358.46 >4 Yr <= 5 Yr 5213.47 91-180 Days IG-1-Q 5985.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 54149.97 >4 Yr <= 5 Yr 1840.72 30-90 Days IG-2-Q 9194.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 44188.65 >4 Yr <= 5 Yr 457.62 Open C-1 4460.19 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 8662.76 >4 Yr <= 5 Yr 1073.33 30-90 Days CB-4 710.91 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 48281.00 >4 Yr <= 5 Yr 3457.69 Open E-10 7570.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 113404.34 >4 Yr <= 5 Yr 4447.96 <30 Days E-3 8191.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 77659.36 >4 Yr <= 5 Yr 11245.37 <30 Days E-4 14968.61 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 59067.07 >4 Yr <= 5 Yr 1774.43 <30 Days E-5 5257.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 19481.95 >4 Yr <= 5 Yr 2273.74 91-180 Days E-6 2090.36 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 36148.61 >4 Yr <= 5 Yr 2428.77 <30 Days E-7 973.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 6777.30 >4 Yr <= 5 Yr 725.86 <30 Days E-8 243.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 41075.96 >4 Yr <= 5 Yr 2340.92 Open E-9 3472.39 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 67951.34 >4 Yr <= 5 Yr 8559.35 Open G-4 9232.00 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 83332.72 >4 Yr <= 5 Yr 8903.71 Open IG-3 1546.74 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 78668.07 >4 Yr <= 5 Yr 3094.81 91-180 Days IG-4 7028.24 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 37858.43 >4 Yr <= 5 Yr 1053.54 Open IG-5 5294.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 94168.73 >4 Yr <= 5 Yr 2573.16 <30 Days IG-6 3280.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 51868.70 >4 Yr <= 5 Yr 7261.86 30-90 Days IG-7 532.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 101870.18 >4 Yr <= 5 Yr 13078.31 91-180 Days IG-8 18467.78 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 70250.71 >4 Yr <= 5 Yr 5417.58 91-180 Days L-1 9439.01 Yes Liberty Capital Markets Inc. Legal